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I want to run and exploration over the past 100 bars of actual market
days in an unpadded database. However is does not seem to be as easy
as I thought to do it is a single step. If I do it straight off I get
different first dates for tickers as some days are not traded. but if
I reference it to padding to a reference ticker, eg an index, then
every ticker has the same number of bars in the reports whether they
traded all the time or not.
Essentially I want to explore for tickers that have trade more than
95% of the past 100 market days.
I can do it in 2 steps by finding the date of 100 days ago in the
index, then manually put this date into my explorations
Step 1, explore on index
XAOPer = 100;
XAOFB = ValueWhen( BarIndex()==(BarCount-1-XAOper), DateNum() );
Filter=1;
AddColumn( XAOFB, "datenum", 1 );
Step 2
XAOFB = 1040831; // manually enter from previous explore results
Per = BarsSince( Cross( DateNum(), XAOFB ) ) + 1;
LQ = ( LastValue(Per)/XAOPer ) > 0.95;
With this code I have tried the AA settings to pad and not pad, but
does not give me the right results as explained above
WhenDate = ValueWhen( BarIndex()==(BarCount-101), DateNum() );
WhenBars = BarsSince( Cross(DateNum(), WhenDate) );
Filter=1;
AddColumn( WhenDate, "date ?", 1 );
AddColumn( WhenBars, "bars=100 ?", 1 );
Hoping someone can help
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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